+53.8%
LNT vs FROG
+207.6%
-153.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.5% |
| 7D | +1.0% | +12.5% | -11.5% | +1.1% |
| 30D | +9.6% | +23.5% | -13.9% | +9.9% |
| 3M | +5.4% | +19.4% | -14.0% | +5.7% |
| 6M | +3.1% | +77.0% | -73.9% | +3.2% |
| YTD | +16.5% | +81.9% | -65.4% | +16.7% |
| 1Y | +12.3% | +90.7% | -78.4% | +12.4% |
| 3Y | +70.3% | +328.5% | -258.2% | +67.2% |
| All | +53.8% | +207.6% | -153.8% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling